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Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods Author info | Abstract | Publisher info | Download info | Related research | Statistics Zellner, Arnold Bauwens, Luc Van Dijk, Herman K. Additional information is available for the following
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 38 (1988)Issue (Month): 1-2 ()Pages: 39-72Download reference. The following formats are available: HTML
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Handle: RePEc:eee:econom:v:38:y:1988:i:1-2:p:39-72Contact details of provider: http://www.elsevier.com/locate/jeconom
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Paper ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H., 1987.
"Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods CORE Discussion Papers
1987056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Zellner, A. & Bauwnes, L. & Van Dijk, H.K., 1988.
"Bayesian Specification Analysis And Estimation Of Simultaneous Equation Models Using Monte Carlo Methods Papers
m8804, Southern California - Department of Economics.
Cited by :explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)Chuanming Gao & Kajal Lahiri, 2000.
"A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments Econometric Society World Congress 2000 Contributed Papers
0230, Econometric Society.
[Downloadable!]
Scott E. Atkinson & Jeffrey H. Dorfman, 2009.
"Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 24(4), pages 675-697.
[Downloadable!]
Kajal Lahiri & Chuanming Gao, 2001.
"A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments Discussion Papers
01-15, University at Albany, SUNY, Department of Economics.
[Downloadable!]
Stanislav Radchenko, 2004.
"Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market Econometrics
0408001, EconWPA.
[Downloadable!]
H.K. Van Dijk, 2002.
"On Bayesian structural inference in a simultaneous equation model Econometric Institute Report
263, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
John C. Chao & Peter C.B. Phillips, 1996.
"Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior Cowles Foundation Discussion Papers
1137, Cowles Foundation, Yale University.
[Downloadable!]
Atkinson, Scott E. & Dorfman, Jeffrey H., 2005.
"Feasible Estimation of Firm-Specific Allocative Inefficiency through Bayesian Numerical Methods 2005 Annual meeting, July 24-27, Providence, RI
19402, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005.
"On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks CORE Discussion Papers
2005029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
Kleibergen, Frank & Dijk, Herman K. van, 1996.
"Bayesian simultaneous equations analysis using reduced rank structures Econometric Institute Report
47, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Kleibergen, F. & Van Dijk, H.K., 1997.
"Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures Papers
9714/a, Erasmus University of Rotterdam - Econometric Institute.
Kleibergen, F.R. & Dijk, H.K. van, 1997.
"Bayesian Simultaneous Equations Analysis using Reduced Rank Structures Econometric Institute Report
EI 9714/A Revision_Date: , Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Kleibergen, Frank & van Dijk, Herman K., 1998.
"Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures Econometric Theory ,
Cambridge University Press, vol. 14(06), pages 701-743, December.
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